-58.4%
BSX vs STRL
+72.5%
-130.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.1% |
| 7D | -7.0% | +8.2% | -15.3% | -6.8% |
| 30D | -10.9% | -6.3% | -4.6% | -11.0% |
| 3M | -8.2% | -41.2% | +33.0% | -9.5% |
| 6M | -37.5% | +20.4% | -57.8% | -38.4% |
| YTD | -52.8% | +61.7% | -114.5% | -52.3% |
| 1Y | -58.4% | +72.7% | -131.1% | -57.6% |
| All | -58.4% | +72.5% | -130.9% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling